I'm not sure where you heard it. If you heard guys at the gym talking, some bodybuilders go through 'cutting' (losing fat) and 'bulking' (building muscles, gaining weight as a result) phases endlessly.
Otherwise, I'd guess bulking up would refer to bulky looking muscles - which is HARD for a woman to do. I lift super hard, heavy and often. The only time I look even remotely bulky is immediately after a workout. The look disappears quickly. I sort of like it myself, I look a bit She-Ra afterward.